MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 6.25
Theta: -10.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 81 | 37.65 | 20.61 | 14,181 | -635 | 1,531 | |||
| 22 Jan | 11918.40 | 43.35 | -23.35 | 23.69 | 7,609 | -764 | 2,208 | |||
| 21 Jan | 12013.35 | 66.7 | -115.85 | 22.43 | 18,469 | 1,078 | 2,994 | |||
| 20 Jan | 12356.50 | 182.55 | 48.35 | 19.11 | 27,842 | 42 | 1,890 | |||
| 17 Jan | 12249.85 | 134.2 | -11.75 | 15.67 | 12,272 | 238 | 1,848 | |||
| 16 Jan | 12218.00 | 145.95 | 27.80 | 17.79 | 10,431 | 625 | 1,637 | |||
| 15 Jan | 12129.00 | 118.15 | 5.55 | 18.25 | 4,553 | -252 | 1,015 | |||
| 14 Jan | 12029.70 | 112.6 | 44.90 | 19.69 | 2,947 | -252 | 1,271 | |||
| 13 Jan | 11813.50 | 67.7 | -151.95 | 21.54 | 4,628 | 373 | 1,528 | |||
| 10 Jan | 12283.00 | 219.65 | -475.40 | 18.16 | 11,733 | 1,186 | 1,186 | |||
| 9 Jan | 12481.20 | 695.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 695.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 695.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Jan | 12696.60 | 695.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 695.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 695.05 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12325 expiring on 30JAN2025
Delta for 12325 CE is 0.35
Historical price for 12325 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 81, which was 37.65 higher than the previous day. The implied volatity was 20.61, the open interest changed by -635 which decreased total open position to 1531
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 43.35, which was -23.35 lower than the previous day. The implied volatity was 23.69, the open interest changed by -764 which decreased total open position to 2208
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 66.7, which was -115.85 lower than the previous day. The implied volatity was 22.43, the open interest changed by 1078 which increased total open position to 2994
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 182.55, which was 48.35 higher than the previous day. The implied volatity was 19.11, the open interest changed by 42 which increased total open position to 1890
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 134.2, which was -11.75 lower than the previous day. The implied volatity was 15.67, the open interest changed by 238 which increased total open position to 1848
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 145.95, which was 27.80 higher than the previous day. The implied volatity was 17.79, the open interest changed by 625 which increased total open position to 1637
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 118.15, which was 5.55 higher than the previous day. The implied volatity was 18.25, the open interest changed by -252 which decreased total open position to 1015
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 112.6, which was 44.90 higher than the previous day. The implied volatity was 19.69, the open interest changed by -252 which decreased total open position to 1271
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 67.7, which was -151.95 lower than the previous day. The implied volatity was 21.54, the open interest changed by 373 which increased total open position to 1528
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 219.65, which was -475.40 lower than the previous day. The implied volatity was 18.16, the open interest changed by 1186 which increased total open position to 1186
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 695.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 695.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 695.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 695.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 695.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 695.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30JAN2025 12325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 6.36
Theta: -8.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 237.6 | -188.45 | 23.55 | 647 | -50 | 501 |
| 22 Jan | 11918.40 | 426.05 | 26.80 | 24.58 | 125 | 2 | 539 |
| 21 Jan | 12013.35 | 399.25 | 239.25 | 30.84 | 21,098 | -586 | 537 |
| 20 Jan | 12356.50 | 160 | -57.20 | 22.70 | 16,903 | 610 | 1,168 |
| 17 Jan | 12249.85 | 217.2 | -12.70 | 22.32 | 1,758 | 121 | 559 |
| 16 Jan | 12218.00 | 229.9 | -78.60 | 21.24 | 5,014 | -35 | 438 |
| 15 Jan | 12129.00 | 308.5 | -69.95 | 23.42 | 354 | -35 | 477 |
| 14 Jan | 12029.70 | 378.45 | -157.50 | 25.62 | 60 | -19 | 515 |
| 13 Jan | 11813.50 | 535.95 | 280.10 | 24.14 | 1,749 | -153 | 1,444 |
| 10 Jan | 12283.00 | 255.85 | 97.80 | 23.31 | 17,788 | 1,278 | 1,610 |
| 9 Jan | 12481.20 | 158.05 | 31.05 | 21.51 | 1,305 | 43 | 333 |
| 8 Jan | 12562.20 | 127 | 34.10 | 20.84 | 2,468 | 68 | 290 |
| 7 Jan | 12739.35 | 92.9 | -23.75 | 21.51 | 549 | 56 | 223 |
| 6 Jan | 12696.60 | 116.65 | 69.30 | 22.47 | 606 | 5 | 167 |
| 3 Jan | 13009.85 | 47.35 | -3.05 | 20.31 | 545 | 39 | 160 |
| 2 Jan | 13095.15 | 50.4 | 21.82 | 112 | -1 | 120 | |
For Nifty Midcap Select - strike price 12325 expiring on 30JAN2025
Delta for 12325 PE is -0.63
Historical price for 12325 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 237.6, which was -188.45 lower than the previous day. The implied volatity was 23.55, the open interest changed by -50 which decreased total open position to 501
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 426.05, which was 26.80 higher than the previous day. The implied volatity was 24.58, the open interest changed by 2 which increased total open position to 539
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 399.25, which was 239.25 higher than the previous day. The implied volatity was 30.84, the open interest changed by -586 which decreased total open position to 537
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 160, which was -57.20 lower than the previous day. The implied volatity was 22.70, the open interest changed by 610 which increased total open position to 1168
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 217.2, which was -12.70 lower than the previous day. The implied volatity was 22.32, the open interest changed by 121 which increased total open position to 559
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 229.9, which was -78.60 lower than the previous day. The implied volatity was 21.24, the open interest changed by -35 which decreased total open position to 438
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 308.5, which was -69.95 lower than the previous day. The implied volatity was 23.42, the open interest changed by -35 which decreased total open position to 477
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 378.45, which was -157.50 lower than the previous day. The implied volatity was 25.62, the open interest changed by -19 which decreased total open position to 515
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 535.95, which was 280.10 higher than the previous day. The implied volatity was 24.14, the open interest changed by -153 which decreased total open position to 1444
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 255.85, which was 97.80 higher than the previous day. The implied volatity was 23.31, the open interest changed by 1278 which increased total open position to 1610
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 158.05, which was 31.05 higher than the previous day. The implied volatity was 21.51, the open interest changed by 43 which increased total open position to 333
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 127, which was 34.10 higher than the previous day. The implied volatity was 20.84, the open interest changed by 68 which increased total open position to 290
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 92.9, which was -23.75 lower than the previous day. The implied volatity was 21.51, the open interest changed by 56 which increased total open position to 223
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 116.65, which was 69.30 higher than the previous day. The implied volatity was 22.47, the open interest changed by 5 which increased total open position to 167
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 47.35, which was -3.05 lower than the previous day. The implied volatity was 20.31, the open interest changed by 39 which increased total open position to 160
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 50.4, which was lower than the previous day. The implied volatity was 21.82, the open interest changed by -1 which decreased total open position to 120
